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Trade: XMR/USDT/360/HL2/BBU/5981

Strategy
XMR/USDT/360/HL2/BBU/5981
Pair
XMR_USDT
Interval
6h
Score
395849
Daily Profit
0.154084
Profit Factor
1.778679
Profitability
85.889571
Streak
607.550925
Best Strategy
Training Data Length
1803.000000
Evaluation Time
2025-09-27 22:13
Expiration Time
2024-04-14 05:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343422.5467 277813.2833 65609.2634 879623.3527 405306.9159 474316.4368
Total P&L (%) 343.4225 277.8133 65.6093 879.6234 405.3069 474.3164
Avg Daily Profit (%) 0.1905 0.1541 0.0364 0.1266 0.0899 0.097
Buy And Hold Return (%) 83.604 83.604 83.604 83.604 83.604 83.604
Max Trade Drawdown -56851 -53598 -33239 -768717 -956167 -202115
Profit Factor 1.6402 1.7787 1.3652 1.2383 1.1406 1.5871
Total Trades 326 163 163 326 163 163
Winning Trades 242 140 102 242 140 102
Losing Trades 84 23 61 84 23 61
Profitability (%) 74.2331 85.8896 62.5767 74.2331 85.8896 62.5767
Ratio Avg Win / Avg Loss 0.5693 0.2922 0.8164 0.4298 0.1874 0.9491
Largest Winning Trade 20322 20322 14135 204750 204750 105253
Largest Losing Trade -52665 -52665 -27150 -768717 -768717 -118139
Avg Bars in Trades 21 39 4 21 39 4
Avg Bars in Winners 11 18 2 11 18 2
Avg Bars in Losers 49 162 7 49 162 7
Bars Traded 7061 6359 702 7061 6359 702
Profit Streak 0 607.5509 0 0 607.5509 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391142 395849 -309043 -20362 -135972 -61983
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1554184800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759000399895,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 223,
            "offset": 0,
            "std": 1.86976
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            343422.5467302496,
            277813.2833146951,
            65609.2634155547,
            879623.3527422636,
            405306.9158926341,
            474316.436849629
        ],
        [
            343.422547,
            277.813283,
            65.609263,
            879.623353,
            405.306916,
            474.316437
        ],
        [
            0.190473,
            0.154084,
            0.036389,
            0.126647,
            0.08989,
            0.096997
        ],
        [
            83.604022,
            83.604022,
            83.604022,
            83.604022,
            83.604022,
            83.604022
        ],
        [
            -56851,
            -53598,
            -33239,
            -768717,
            -956167,
            -202115
        ],
        [
            1.6402,
            1.778679,
            1.365195,
            1.238324,
            1.140588,
            1.587074
        ],
        [
            326,
            163,
            163,
            326,
            163,
            163
        ],
        [
            242,
            140,
            102,
            242,
            140,
            102
        ],
        [
            84,
            23,
            61,
            84,
            23,
            61
        ],
        [
            74.233129,
            85.889571,
            62.576687,
            74.233129,
            85.889571,
            62.576687
        ],
        [
            0.569326,
            0.292212,
            0.81644,
            0.429831,
            0.187382,
            0.949133
        ],
        [
            20322,
            20322,
            14135,
            204750,
            204750,
            105253
        ],
        [
            -52665,
            -52665,
            -27150,
            -768717,
            -768717,
            -118139
        ],
        [
            21,
            39,
            4,
            21,
            39,
            4
        ],
        [
            11,
            18,
            2,
            11,
            18,
            2
        ],
        [
            49,
            162,
            7,
            49,
            162,
            7
        ],
        [
            7061,
            6359,
            702,
            7061,
            6359,
            702
        ],
        [
            0,
            607.550925,
            0,
            0,
            607.550925,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391142,
            395849,
            -309043,
            -20362,
            -135972,
            -61983
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1554184800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759000399895,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 223,
            "offset": 0,
            "std": 1.86976
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)